+361.3%
LIN vs STRL
+7,064.8%
-6,703.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.6% |
| 7D | -2.1% | +3.4% | -5.5% | -2.5% |
| 30D | -2.4% | -9.2% | +6.8% | -1.6% |
| 3M | -5.6% | -51.0% | +45.5% | +1.4% |
| 6M | -3.4% | +15.8% | -19.2% | -9.5% |
| YTD | +13.1% | +58.9% | -45.8% | +0.7% |
| 1Y | +2.5% | +68.5% | -66.1% | -10.8% |
| 3Y | +27.6% | +485.2% | -457.6% | -14.7% |
| 5Y | +63.0% | +2,005.1% | -1,942.1% | -16.9% |
| All | +361.3% | +7,064.8% | -6,703.5% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling